Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

Exploration of geological variability and possible processes through the use of compositional data analysis: an example using scottish metamorphosed

Developments in the statistical analysis of compositional data over the last two decades have made possible a much deeper exploration of the nature of variability, and the possible processes associated with compositional data sets from many disciplines. In this paper we concentrate on geochemical data sets. First we explain how hypotheses of compositional variability may be formulated within the natural sample space, the unit simplex, including useful hypotheses of subcompositional discrimination and specific perturbational change. Then we develop through standard methodology, such as generalised likelihood ratio tests, statistical tools to allow the systematic investigation of a complete lattice of such hypotheses. Some of these tests are simple adaptations of existing multivariate tests but others require special construction. We comment on the use of graphical methods in compositional data analysis and on the ordination of specimens. The recent development of the concept of compositional processes is then explained together with the necessary tools for a staying- in-the-simplex approach, namely compositional singular value decompositions. All these statistical techniques are illustrated for a substantial compositional data set, consisting of 209 major-oxide and rare-element compositions of metamorphosed limestones from the Northeast and Central Highlands of Scotland. Finally we point out a number of unresolved problems in the statistical analysis of compositional processes

Adaption of Courses and Learning Environment to the User Context in dotLRN

The explosive growth of Internet during the last years has been reflected in the ever-increasing amount of the diversity and heterogeneity of user preferences, types and features of devices and access networks. Usually the heterogeneity in the context of the users which request Web contents is not taken into account by the servers that deliver them implying that these contents will not always suit their needs. In the particular case of e-learning platforms this issue is especially critical due to the fact that it puts at stake the knowledge acquired by their users. In the following paper we present a system that aims to provide the dotLRN e-learning platform with the capability to adapt to its users context. By integrating dotLRN with a multi-agent hypermedia system, online courses being undertaken by students as well as their learning environment are adapted in real time

Colour image of the thorax and abdomen

This is an image taken from Anatomy tv, an interactive resource for teaching and learning in anatomy and physiology which the University Library subscribes to. This image may not be changed, but you may take a copy and present it with other materials and resources you are using so long as they are password protected for access by members of the University only. "All products and all images within the products are protected by copyright. The products and images can only be used for private educational purposes, unless a specific license is purchased for any other usage. For any commercial usage of the images, please contact Primal Pictures Limited. The products allow members of the University of Southampton to ‘copy and paste’ all of the text as well as the images in the 3D-model window and all of the slides. These can then be pasted into nearly any other word-processing or graphics program, including Powerpoint. These resources can be made available to members of the University of Southampton via a password-protected service. This again is designed solely as a service for private educational uses. Like any publisher, Primal Pictures protects itself against copyright infringement. Please do contact Debra Morris in the University Library before using these resources to ensure that conditions are respected. ©Primal Pictures Limited 2007

Linking teaching and research in disciplines and departments

This paper supports the effective links between teaching and discipline-based research in disciplinary communities and in academic departments. It is authored by Alan Jenkins, Mick Healey and Roger Zetter.

Videoconferencing for Teaching and Research intro

Powerpoints used for the above named seminar held at the UoS on 23rd March 2010.

EdShare, OERs and impact

This presentation was prepared as a contribution to the “Does it make a difference? The impact of repositories and OERs on teaching and learning”, JISC funded event, in collaboration with SCORE and LORO, held on 23 March 2011, at the Open University, Milton Keynes. The work reflects the thinking and approach for EdShare at the University of Southampton in March 2011.

Technology Enhanced Learning Guide

Technology is changing how students learn and how we research. Perhaps you want to use technology to enhance communication or improve student support. You may want create a distance learning activity, a flexibly delivered module or indeed a whole course. You may simply want to find out where to find authoritative information, or to see what support exists for this type of work. The University is committed to delivering high quality learning and teaching, using technology where appropriate, in order to offer a distinctive Southampton educational experience. Technology Enhanced Learning (TEL), also known as e‑learning, is becoming increasingly important to students, teaching staff and the institution. This guide highlights some of the most important matters to consider. It is intended to help you to tackle the key issues that determine the success of TEL projects and to work on those projects in a considered way. Written with the input of colleagues from around the University, it prompts you to ask important questions and points you to sources of up-to-date knowledge and advice. Technology changes rapidly. This guide is about managing the work in a practical way. The University supports the use of a variety of TEL approaches for teaching and learning and colleagues are ready to offer their experience and advice. Each person has distinctive skills and specific experiences. No single person will have all the answers you are looking for. Be ready to investigate alternative approaches that suit you and your students’ needs in different ways. - Madeline Paterson, University of Southampton

Session outline and learning outcomes - bed mobility

This resource is for Health Scientists

Session outline and learning outcomes - Hoists

This resource is for Health Scientist only

Slides and notes: processes

Slides which explain/elaborate the process and point to the various resources on which you might draw

Medical Student’s Use of Time During Clinical Clerkships and the Credits Based System

Introduction: Comprehensive undergraduate education in clinical sciences is grounded on activities developed during clerkships. To implement the credits system we must know how these experiences take place. Objectives: to describe how students spend time in clerkships, how they assess the educative value of activities and the enjoyment it provides. Method: We distributed a form to a random clustered sample of a 100 students coursing clinical sciences, designed to record the time spent, and to assess the educative value and the grade of enjoyment of the activities in clerkship during a week. Data were registered and analyzed on Excel® 98 and SPSS. Results: mean time spent by students in clerkship activities on a day were 10.8 hours. Of those, 7.3 hours (69%) were spent in formal education activities. Patient care activities with teachers occupied the major proportion of time (15.4%). Of the teaching and learning activities in a week, 28 hours (56%) were spent in patient care activities and 22.4 hours (44.5%) were used in independent academic work. The time spent in teaching and learning activities correspond to 19 credits of a semester of 18 weeks. The activities assessed as having the major educational value were homework activities (4.6) and formal education activities (4.5). The graded as most enjoyable were extracurricular activities, formal educational activities and independent academic work. Conclusion: our students spend more time in activities with patients than the reported in literature. The attending workload of our students is greater than the one reported in similar studies.

Disability and Identity Processes

This article presents a reflection about the Disability like a human phenomenon, which needs not only new definitions if not a criticism point of view as a Concept, with the end of indicate representations forms not only for people with disabilities if not for the citizens in general. Considers discourses that identify arguments from social sciences, appearing the Disability like a differentiate condition between human beings, mainly for an exclusion process that announce social behaviors in relations with the persons with disabilities.

El trabajo en equipo en el Proceso Administrativo y de Compras en OPL Carga de Bucaramanga

El proceso administrativo y de compras de OPL Carga tiene algunas falencias entre ellas: fallas en la Comunicación entre el personal operativo, no se realizan llamadas internas usando con frecuencia el email, produciendo la saturación de solicitudes las cuales terminan sin ser resueltas en cuanto a roles se refiere, no hay enfoque de procesos en vista que no se tiene claras las tareas de cada cargo, adicionalmente no hay claridad en los subprocesos, perjudicando el proceso con el aumento de costos, pérdida de tiempo, las responsabilidades de los funcionario no todas las veces se ejecutan en el tiempo asignado, el liderazgo compartido presenta ambigüedades. Objetivos: Definir el trabajo en equipo en el proceso administrativo y de compras en OPL carga de Bucaramanga. La investigación que a realizar es de tipo descriptivo, busca descubrir las falencias o características que permiten diseñar y desarrollar un modelo de solución para los problemas del equipo de OPL Carga S.A.S. Materiales y métodos: La investigación efectuada es de tipo descriptivo, el objetivo es definir el modelo del trabajo en equipo y describir las falencias en el proceso administrativo y de compras en OPL carga de Bucaramanga, que permitan obtener un diagnóstico integral que conlleve a la implementación de estrategias de solución. Resultados: Se identificaron las falencias en los siguientes aspectos: Variable comunicación, rendimiento, destrezas complementarias, propósito significativo y meta específicas de los funcionarios en OPL carga sección administrativa. Conclusiones: El modelo de trabajo en equipo que OPL aplica es jerárquico, en el que se ofrece estabilidad, seguridad, se toman decisiones en forma piramidal, mediante la planeación de tareas, la colaboración, igualdad y respeto por los miembros, trabajando en pro de la solución de problemas. Se construyó un plano conceptual que permitió exponer la interpretación que la estudiante tiene de las teorías, investigaciones y antecedentes válidos para la comprensión del problema investigado. Área comunicacional: Coordinar acciones tendientes para que los funcionarios respondan a tiempo los emails atenientes a su trabajo. Área condiciones de trabajo: Clarificar y diseñar las reglas de comportamiento al interior de los equipos de trabajo que redunden en el mejoramiento del mismo y la búsqueda de soluciones oportunas. Área metas específicas: Procurar mediante auditorías el cumplimiento de las metas y objetivos propuestos por cada equipo de trabajo.

Just for fun! and learning! : aprender no tiene que ser aburrido : aplicaciones de técnicas de dramatización en las clases de inglés.

Experiencia pedagógica sobre técnicas de dramatización en el aula desarrollada en el IES San Juan Bautista con el fin de mejorar la motivación, participación y aprendizaje del inglés. El artículo presenta distintas actividades clasificadas según su finalidad y el área gramatical, que no necesitan mucha preparación previa y su duración no excede de los quince minutos. Estas son, las actividades de 'icebreakers', las de vocabulario y las actividades con estructuras gramaticales.